How to Read A Chess Book?

When reading anntotated games, should you always have a board set up to play the game, or do you visualize and look at the occasional diagrams?

Personally, I like to keep a board on hand. That way I not only have a concrete way of seeing the game itself progress, but I can also go through the sidelines that are so commonly commented upon.

i have to keep a board on hand two to practice chess when i read chess books.

I would strongly recommend a board or at least play the game through some software and study the position on your computer screen.
In any case - visualization is very important IMO

Yep, I think it's a must - Cludi's point sums it up perfectly

I personally can't always fathem out positions without the aid of a board, think of it along the lines of using the analyse board feature on here

I sometimes use those bookstands you see in cooking shows. The book stands up so with my poor eyesight, it doesn't take much to look between board and book. When you're analyzing a game deeply, it sometimes helps to keep a little sticky note under the moves as you go along. After i've looked at the board and analyzed for five minutes, i go back to the book and it takes me a minute to find the move where i left off. all this, of course, is unnecessary if you're using a computer monitor, but I, like lots of other people, need the "hands on" experience of clunking around pieces.